NVAX (Novavax Inc)

Expected Move & Straddle Price History

The expected move for NVAX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current NVAX Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$0.61
Avg IV
1.4%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to NVAX's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
NVAX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260626 $1.52 $0.61 1.4% 69%
20260625 $1.54 $0.76 1.4% 69%
20260624 $1.24 $0.82 1.3% 53%
20260623 $1.36 $0.91 1.3% 47%
20260622 $1.41 $0.66 1.0% 9%
20260618 $1.73 $0.92 1.6% 95%
20260617 $1.66 $0.94 1.1% 23%
20260616 $1.68 $1.07 1.3% 45%
20260615 $1.62 $0.61 1.2% 41%
20260613 $1.67 $0.74 1.1% 25%
20260612 $1.53 $0.73 1.1% 16%
20260611 $1.66 $0.90 1.2% 36%
20260610 $1.41 $0.86 1.3% 45%
20260609 $1.55 $0.76 1.3% 43%
20260608 $1.69 $0.67 1.4% 65%
20260605 $1.71 $0.89 1.4% 62%
20260604 $1.92 $1.17 1.2% 45%
20260603 $1.97 $1.23 1.2% 47%
20260602 $3.26 $1.19 1.2% 44%
20260601 $2.04 $0.85 1.2% 40%
20260529 $2.23 $0.96 1.2% 40%
20260528 $2.08 $0.89 1.1% 28%
20260527 $2.34 $1.14 1.1% 43%
20260526 $2.28 $1.21 1.1% 36%
20260510 $1.94 $1.08 1.2% 51%
20260508 $1.38 $1.03 1.0% 32%
20260507 $1.48 $0.85 1.1% 43%
20260506 $1.48 $0.88 0.9% 23%
20260505 $1.61 $1.04 1.1% 45%
20260504 $1.52 $1.00 1.1% 42%
20260502 $1.60 $1.08 1.3% 60%
20260501 $1.58 $1.16 1.2% 58%
20260430 $1.58 $1.18 1.3% 65%
20260429 $3.32 $1.13 1.4% 63%
20260428 $1.81 $1.02 1.2% 42%
20260427 $1.68 $0.51 1.1% 35%
20260424 $1.63 $0.77 1.2% 41%
20260423 $1.73 $0.85 1.3% 48%
20260422 $1.65 $0.81 1.3% 42%
20260421 $1.74 $0.93 1.2% 38%
20260420 $1.64 $0.52 1.0% 27%
20260417 $1.58 $0.69 1.1% 32%
20260416 $1.57 $0.68 1.1% 32%
20260415 $1.58 $1.50 1.0% 27%
20260414 $1.60 $0.86 1.3% 47%
20260413 $1.56 $0.43 1.1% 29%
20260410 $1.60 $0.72 1.2% 36%
20260409 $3.37 $0.79 1.3% 43%
20260408 $1.75 $0.80 1.1% 29%
20260407 $2.15 $0.76 1.1% 32%
20260406 $1.38 $0.55 1.1% 29%
20260402 $1.35 $0.67 1.4% 49%
20260401 $1.15 $0.57 1.3% 49%
20260331 $2.05 $0.70 1.4% 49%
20260330 $1.50 $0.48 1.3% 47%
20260327 $2.42 $0.74 1.3% 46%
20260326 $1.21 $0.72 1.2% 38%
20260325 $1.65 $0.66 1.2% 36%
20260324 $1.60 $1.22 1.1% 35%
20260323 $1.92 $0.78 1.0% 24%